S.M. Kay, Modern Spectral Estimation, Chapt. 7, Prentice-Hall Signal Processing Series, 1988.  Home/Search   Document Not in Database   Summary   Related Articles

....represents a state index, r i (n) represents the frame rate in state i whose mean value is zero and a i is the first order autoregressive coefficient. The residual noise term g i : N (0, s 2 i ) is a zero mean Gaussian distribution with a standard deviation s i . The modified covariance method [26] is used to evaluate the autoregressive parameters. We explored the general p th order ARP, and determined using the Akaike information criterion [26] that the optimal order was p = 1 for this data. The ARP parameters are given by a = c rr [1, 0] c rr [1, 1] 4a) and s 2 = c rr (0, 0) a c ....

....The residual noise term g i : N (0, s 2 i ) is a zero mean Gaussian distribution with a standard deviation s i . The modified covariance method [26] is used to evaluate the autoregressive parameters. We explored the general p th order ARP, and determined using the Akaike information criterion [26] that the optimal order was p = 1 for this data. The ARP parameters are given by a = c rr [1, 0] c rr [1, 1] 4a) and s 2 = c rr (0, 0) a c rr (0, 1) 4b) where c rr ( j, k) 1 N 1 N 1 n=1 S r(n j) r(n k) 5) is the modified covariance function and N represents the ....

S.M. Kay, Modern Spectral Estimation, Chapt. 7, Prentice-Hall Signal Processing Series, 1988.

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